%0 Journal Article
%T ALMOST UNBIASED RIDGE ESTIMATORS IN A SEMIPARAMETRIC REGRESSION MODEL
半参数回归模型的几乎无偏岭估计
%A HU Hongchang
%A
胡宏昌
%J 系统科学与数学
%D 2009
%I
%X A semiparametric regression model is considered, and the almost unbiased ridge estimators (AURR) of both parameters and nonparameters is introduced without a restrained design matrix. The AURR is compared with ridge estimator (RR) under a mean square error (MSE), the result shows that the former excels the latter, and the optimal value for the biased parameter is established by minimum MSE. The validity and feasibility of AURR are demonstrated by a simulation example.
%K Semiparametric regression model
%K almost unbiased ridge estimator
%K mean square error
%K wavelet kernel
半参数回归模型
%K 几乎无偏岭估计
%K 均方误差
%K 小波核.
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=808A60506599843E7D9B7614A645EBC9&yid=DE12191FBD62783C&vid=771469D9D58C34FF&iid=59906B3B2830C2C5&sid=8A00F45CB16DF49C&eid=2E3D2E3C7A6F11A2&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=0&reference_num=24